Electric Power and Energy Sates Vol. 1b, Note Feb. 1972, ppg 17 An optimization-based method for unit commitment X Guan, P B Luh and H Yan Department of Electrical and Systems Engineering, University of Connecticut, Storrs, CT 06263-3167. USA JA Ama Northeast Utilities Service Company, Berlin, CT 06037-1616, USA, ‘An optimization-based method for unit commitment using the Lagrangian relaxation technique is presented. The salient features of this method includes nondiscretization of genération levels, a systematic method to handle ramp rate constraints, and a good initialization procedure. By sing Lagrange multipliers to relax system-wide demand ‘and reserve requirements and ramp rate constraints, the problem is decomposed into the scheduling of individual tunits. The optimal generation level of a unit at each hour can be easily calculated since there are no system dynamics, and the cost function is stage-wise additive and piecewise linear with only a few corner points. A relaxed subproblem can therefore be efficiently solved by using the dynamic Programming technique without diseretizing generation levels. A subgradient algorithm with adaptive step sizing isused to update Lagrange multipliers. An effective method based on priority-list commitment and dispatch is adopted 10 initialize these multipliers, and a heuristic approach is developed to generate a good feasible schedule based on the dual solution. Numerical results based on data sets from Northeast Utilities show that this algorithm is ‘ffcient, and near-optimal solutions are obtained. Keywords: unit commitment, power system scheduling, ‘mathematical programming, Lagrangian relaxation |. Introduction Unit commitment of a thermal power system is used to determine when to start up and/or shut down thermal units, and how to dispatch the committed units to mect, system-wide demand and reserve requirements over a period of up to one week. Each unit may have minimum up and down times, ramp rate and other constraints. This class of mixed integer programming problems has been an active research subject for several decades Received 1 August 1991; revised & November 1991; accepted 6 February 1992 because of potential cost savings. According to a recent analysis, a 1% reduction in operating costs can result in savings of 10 to 30 million USS per year for an electrical utility with 10000 MW of installed capacity'. However, consistently generating optimal schedules has proved to be very difficult, because the problem belongs to the class of NP-hard combinatorial problems, and is considered to be extremely difficult to solve for systems of practical size (€-g. 100 units). Recently, impressive results have been obtained by using the Lagrangian relaxation approach for obtaining near optimal solutions-®. The basic idea is to relax system-wide demand and reserve requirements by using Lagrange multipliers. The problem can then be decomposed into individual unit commitment sub- problems, which are much easier to solve. The high-level problem is to optimize Lagrange multipliers, and can be solved efficiently by using continuous variable optimiza~ tion techniques. The disadvantage of this method is that the dual solution is generally infeasible, ic. the once relaxed system-wide constraints are not satisfied. Some techniques, usually heuristics, are needed to modify the dual solution to obtain a good feasible schedule. Nevertheless, since the value of the dual function is a lower bound on the optimal cost, the quality of the feasible solution can be quantitatively measured. ‘A. method for unit commitment based on the Lagrangian relaxation technique is presented here. The salient features of this method include nondiscretization of generation levels, a systematic method to handle ramp rate constraints, and a good initialization procedure. For a relaxed subproblem without ramp rate constraint, the optimal generation level of each hour can easily be determined since there are no system dynamics, and the cost function is stage-wise additive and piecewise linear with only a few comer points. This subproblem is solved by first constructing a state transition diagram where the optimal generation levels of all up states are computed without discretizing generation levels. Dynamic. pro- ‘gramming technique is then applied with only a few well structured states. This eliminates the difficult trade-offbetween computational requirements and accuracy as needed by most approaches that discretize generation levels. The ramp rate constraint of a unit couples the generation levels of two consecutive hours. If the ‘generation levels are discretized, this constraint can be ‘bandied by using the standard dynamic programming. technique®®, The computational requirements, however, would increase significantly (possibly by an order of ‘magnitude) as compared to the case without ramp rate constraints?. If the generation levels are not discretized, the constraint is very difficult to deal with. A straightforward application of the dynamic programming technique may lead to suboptimal results (see Sections ML2 and 111.7). This constraint is handled by using an ‘ad hoc approach in Reference 8, and is not considered in Reference 9. In Reference 10, a subproblem is solved by dynamic programming with an extended state space for ramp-down logic, where limits of generation levels at each hour are established. The optimality and feasibility of the solution, however, are not guaranteed. Rather, ramp constraints are satisfied in a sophisticated econom dispatch process by using a ‘look-ahead’ heurist method. In our paper, ramp rate constraints are relaxed by introducing an additional set of multipliers for a unit with the constraints. The subproblem is then solved as if there were no ramp rate constraint. An intermediate level is introduced to update this set of multipliers, and a three-level framework is formed as shown in Figure 1 Note that intermediate subproblems are only needed for units with ramp rate constraints. An efficient subgradient algorithm’! is modified to update Lagrange multipliers associated with system demand, reserve and ramp rate constraints. An effective method is developed to initialize these, multipliers based on the priority-list_ commit- ‘ment®#? and dispatch. Since a dual solution is generally infeasible, a heuristic method is also developed to construct a feasible schedule based on the dual result. The purpose of the research is to generate hourly schedules for Northeast Utilities Service Company (NU) which has about 70 thermal units. The maximum time horizon is 240 h (10 days). Numerical results based on NU data show that this method is efficient, and Undote mtipiers associated with demond nd reserve requirements ft tf ‘Units with rom rote ‘Unite without romp rote constraints ceonatroints Update mutters associated Solve ldividuat th romp rote constants tow level subproblens ia ‘Solve indivi tow teal subproblens Figure 1. Three-level relaxation framework of Lagrangian near-optimal solutions are obtained. The algorithm developed has been embedded in the daily scheduling package of NU and used by NU engineers, mathematical problem formulation is given in Section TI. Ul, Problem formulation Consider a thermal power system with I units. It is required to determine the startup, shutdown, and generation levels of all units over a specified time period TT. The objective is to minimize the total cost subject to system demand and spinning reserve requirements, and other individual unit constraints. The time unit is one hour and the planning horizon may vary from one day to ten days. To formulate the problem mathematically, the following notation is introduced, Cpe) fuel cost of unit i for generating power pi(t) at time t, a piecewise linear function of p(t), in USS i index of units, { a 1 number of units Plt) system demand at time t, in MW pale) power generated by unit / at time ¢, in MW Be) maximum generation level of unit i at time ¢, in MW. lt) minimum generation level of unit i at time ¢, in MW Pe) system spinning reserve requirement at time t, in MW * i ‘maximum spinning reserve contribution of unit i, in MW spinning reserve contribution of unit Gale), PAD) iat time t, 7(-)=0 if unit is down (x,(1)<0) and 1,(-) min{pi(t)— p(t). A} if unit is up ((1) > 0), in MW amp rate of unit i, in MW/h startup cost of unit i, in USS R Sie (t), u(t) s 4 cold start-up cost of unit i, in USS s hot start-up cost of unit i, in USS t time index, ¢= 1,..., 77 T time horizon of commitment, in hours (0) discrete decision variable of unit i at time ¢ for up (1) or down (~1) of the unit at time ¢+ 1 state of unit iat time ¢, denoting number of hours that unit i has been on (positive values) of off (negative values) maximum allowable change in genera- tion between two consecutive hours, 4, = 1-R, in MW minimum up-time of unit i, in hours minimum down-time of unit, cold start-up time of unit , in hours ‘The problem is then formulated as the following mixed integer programming problem ass @) min J, with F= YY CGA) + SC), wl] * ) subject to system-wide constraints which include thefollowing System demand Y pit) = Pale) ) Spinning reserve 4 mC), PE) > Pet) GB) Individual unit constraints include State transition att = x(t) tut) ifx(e)-m()>0 (4) x(t I= u(t) ix (et) u(t) <0 () i.e. the number of hours being up or down accumulates ‘no start-up or shut-down occurs, otherwise the number of hours being up or down equals 1 Capacity BA) S Put) < p(t) f(t) >0 G) pt) =0 ifx(t) <0 a ‘Some units may also have one or more of the following constraints. Ramp rate C(t +1)— A) < p(t) < Cott + 1) + A) if x(t) > 1 and x(t+1)>1 (8) Minimum up/down time u(t il 0 or ifx(t)>Oandxj(t+1)<0 (11) Must-run or must-not-run x(t) >0 for ty 0, t=1,2....,7 (as) ‘The above derivation presents a decomposition framework for solving the unit commitment problem. There are several steps to obtaining a near optimal solution : solving subproblems, solving the dual problem, and constructing a feasible solution, which are considered below. WL2 Solving individual unit subproblems The solution methodology for a subproblem without ramp rate constraints is presented first. For the cost function in equation (17) with 2 and given, define the non-start-up cost as FADAt), x(t) = COUPLE) = ACEP) = m(er(x(e), PAE) (20) Clearly, ifthe unit is down (ie. x(¢) <0), then GAPdt), x(t) = 0 (21) If the unit is up, this non-start-up cost function does not depend on the state x/(t) since the generation cost C(pi(t)) and spinning reserve r,(x,(t), p,(E)) generally depend only on the generation level if unit i is up. This